Polynomial Root finding bisection - algorithm

If I am finding the roots of a polynomial using the bisection method, and in some cases depending on the polynomial the roots might be negative or they may be positive.
I understand I can determine if the roots are going to be negative or positive, based on the result of evaluating the polynomial... however I am unsure what I would use as x.
Can anyone give any insight here?

The fact that the roots can be negative or positive has nothing to do with the bisection method. The existence of a root can be proved using the intermediate value theorem from calculus.
So all you have to do is find points x1 and x2 such that y(x1) is negative and y(x2) is positive. Then you know from the IVT that there is a root between x1 and x2. You do that by doing a binary search on that interval. If y(x3) = y((x1+x2)/2) is negative, then you repeat the bisection search on the interval [x3,x2]. Otherwise if it's positive, then search on the interval [x1,x3].
It doesn't matter whether the root is negative or positive. I'm not sure if that answers your question, but I hope that helps you understand the algorithm.

Many root-finders allow the user to supply a starting point or points to begin searches. This allows users to try to "fiddle" the results to find different roots or allow the finder to converge to a root.
If it does not make sense to allow a user to provide starting values you could begin by probing a handful of points:
-1, 0, 1
-10, 0, 10
-100, 0, 100
etc.
If the input is an odd polynomial, this will eventually discover a suitable range for bisection. If the input is an even polynomial, you might never catch sign changes (consider f(x)=x^2 -- it is never negative), so be prepared to give up after a certain (configurable?) amount of probing.
I've suggested making the ranges larger by powers of 10 here; since the bisection approach cuts the range in half each time, perhaps this is too conservative. (It'll take between two and three iterations of the bisection to reduce a range to the next "tighter" bracket.) Maybe better would be larger jumps:
-10, 0, 1
-1000, 0, 1000
-100000, 0, 100000
etc.
This will perform fewer probes but require more bisection. Try a handful of polynomials and track execution time for finding the roots with both suggestions.

You would probably find this helpful.
using System;
namespace Bisection_Method
{
class Program
{
public double midPoint (double xl, double xu)
{
return (xl + xu) / 2;
}
public double function(double x)
{
return (x*x-2);
}
static void Main(string[] args)
{
Program root = new Program();
double xm=0, xl=1, xu=2, check=0;
for (int x = 0; x < 20; x++)
{
xm = (xl + xu) / 2;
check = root.function(xl) * root.function(xm);
if (check < 0)
xu = xm;
else if (check > 0)
xl = xm;
else if (check == 0)
{
break;
}
}
Console.WriteLine("The Approximate of the Root is {0}", xm);
}
}
}
http://mustafa.amnbytes.com/2012/09/bisection-method-program-in-c.html

In order to use the bisection algorithm, you first need to find an interval which contains a root. The standard algorithm for this is given in Sturm's Theorem.
However the standard bisection algorithm expects the signs of the function values in the endpoints to be different. This can be problem. The simplest example is x^2 which has the single root 0 of order 2. Since x^2 is positive for all non-zero x, you can not find an interval enclosing the root suitable for use with the bisection algorithm.

Related

Implementing the square root method through successive approximation

Determining the square root through successive approximation is implemented using the following algorithm:
Begin by guessing that the square root is x / 2. Call that guess g.
The actual square root must lie between g and x/g. At each step in the successive approximation, generate a new guess by averaging g and x/g.
Repeat step 2 until the values of g and x/g are as close together as the precision of the hardware allows. In Java, the best way to check for this condition is to test whether the average is equal to either of the values used to generate it.
What really confuses me is the last statement of step 3. I interpreted it as follows:
private double sqrt(double x) {
double g = x / 2;
while(true) {
double average = (g + x/g) / 2;
if(average == g || average == x/g) break;
g = average;
}
return g;
}
This seems to just cause an infinite loop. I am following the algorithm exactly, if the average equals either g or x/g (the two values used to generate it) then we have our answer ?
Why would anyone ever use that approach, when they could simply use the formulas for (2n^2) = 4n^2 and (n + 1)^2 = n^2 + 2n + 1, to populate each bit in the mantissa, and divide the exponent by two, multiplying the mantissa by two iff the the mod of the exponent with two equals 1?
To check if g and x/g are as close as the HW allow, look at the relative difference and compare
it with the epsilon for your floating point format. If it is within a small integer multiple of epsilon, you are OK.
Relative difference of x and y, see https://en.wikipedia.org/wiki/Relative_change_and_difference
The epsilon for 32-bit IEEE floats is about 1.0e-7, as in one of the other answers here, but that answer used the absolute rather than the relative difference.
In practice, that means something like:
Math.abs(g-x/g)/Math.max(Math.abs(g),Math.abs(x/g)) < 3.0e-7
Never compare floating point values for equality. The result is not reliable.
Use a epsilon like so:
if(Math.abs(average-g) < 1e-7 || Math.abs(average-x/g) < 1e-7)
You can change the epsilon value to be whatever you need. Probably best is something related to the original x.

Algorithm to minimize the cost for mechanic [duplicate]

I came across this problem quite recently.
Suppose there are n points on x-axis, x[0],x[1] .. x[n-1].
Let the weight associated with each of these points be w[0],w[1] .. w[n-1].
Starting from any point between 0 to n-1, the objective is to cover all the points such that the sum of w[i]*d[i] is minimized where d[i] is the distance covered to reach the ith point from the starting point.
Example:
Suppose the points are: 1 5 10 20 40
Suppose the weights are: 1 2 10 50 13
If I choose to start at point 10 and choose to move to point 20 then to 5 then to 40 and then finally to 1, then the weighted sum will become 10*0+50*(10)+2*(10+15)+13*(10+15+35)+1*(10+15+35+39).
I have tried to solve it using greedy approach by starting off from the point which has maximum associated weight and move to second maximum weight point and so on. But the algorithm does not work. Can someone give me pointers about the approach which must be taken to solve this problem?
There's a very important fact that leads to a polynomial time algorithm:
Since the points are located on some axis, they generate a path graph, which means that for every 3 vertices v1,v2,v3, if v2 is between v1 and v3, then the distance between v1 and v3 equals the distance between v1 and v2 plus the distance between v2 and v3. therefor if for example we start at v1, the obj. function value of a path that goes first to v2 and then to v3 will always be less than the value of the path that first goes to v3 and then back to v2 because:
value of the first path = w[2]*D(v1,v2)+W[3]*(D(v1,v2)+D(v2,v3))
value of the second path = w[3]*D(v1,v3)+W[2]*((v1,v3)+D(v3,v2)) = w[3]*D(v1,v2)+w[3]*D(v2,v3)+w[2]*(D(v1,v2)+2*D(v3,v2))
If we subtract the first path value from the second, we are left with w[2]*2*D(v3,v2) which is equal to or greater than 0 unless you consider negative weights.
All this means that if we are located at a certain point, there are always only 2 options we should consider: going to closest unvisited point on the left or the closest unvisited point on the right.
This is very significant as it leaves us with 2^n possible paths rather than n! possible paths (like in the Travelling Salesman Problem).
Solving the TSP/minimum weight hamiltonian path on path graphs can be done in polynomial time using dynamic programming, you should apply the exact same method but modify the way you calculated the objective function.
Since you don't know the starting vertex, you'll have to run this algorithm n time, each time starting from a different vertex, which means the running time will be multiplied by n.
Maybe you should elaborate what you mean that the algorithm "does not work". The basic idea of the greedy approach that you described seems feasible for me. Do you mean that the greedy approach will not necessarily find the optimal solution? As it was pointed out in the comments, this might be an NP-complete problem - although, to be sure, one would have to analyze it further: Some dynamic programming, and maybe some prefix sums for the distance computations could lead to a polynomial time solution as well.
I quickly implemented the greedy solution in Java (hopefully I understood everything correctly...)
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collections;
import java.util.Comparator;
import java.util.List;
public class MinWeightSum
{
public static void main(String[] args)
{
double x[] = { 1, 5, 10, 20, 40 };
double w[] = { 1, 2, 10, 50, 13 };
List<Integer> givenIndices = Arrays.asList(2, 3, 1, 4, 0);
Path path = createPath(x, w, givenIndices);
System.out.println("Initial result "+path.sum);
List<Integer> sortedWeightIndices =
computeSortedWeightIndices(w);
Path greedyPath = createPath(x, w, sortedWeightIndices);
System.out.println("Greedy result "+greedyPath.sum);
System.out.println("For "+sortedWeightIndices+" sum "+greedyPath.sum);
}
private static Path createPath(
double x[], double w[], List<Integer> indices)
{
Path path = new Path(x, w);
for (Integer i : indices)
{
path.append(i);
}
return path;
}
private static List<Integer> computeSortedWeightIndices(final double w[])
{
List<Integer> indices = new ArrayList<Integer>();
for (int i=0; i<w.length; i++)
{
indices.add(i);
}
Collections.sort(indices, new Comparator<Integer>()
{
#Override
public int compare(Integer i0, Integer i1)
{
return Double.compare(w[i1], w[i0]);
}
});
return indices;
}
static class Path
{
double x[];
double w[];
int prevIndex = -1;
double distance;
double sum;
Path(double x[], double w[])
{
this.x = x;
this.w = w;
}
void append(int index)
{
if (prevIndex != -1)
{
distance += Math.abs(x[prevIndex]-x[index]);
}
sum += w[index] * distance;
prevIndex = index;
}
}
}
The sequence of indices that you described in the example yields the solution
For [2, 3, 1, 4, 0] sum 1429.0
The greedy approach that you described gives
For [3, 4, 2, 1, 0] sum 929.0
The best solution is
For [3, 2, 4, 1, 0] sum 849.0
which I found by checking all permutations of indices (This is not feasible for larger n, of course)
Suppose you are part way through a solution and have traveled for distance D so far. If you go a further distance x and see a point with weight w it costs you (D + x)w. If you go a further distance y and see a point with weight v it costs you (D + x + y)v.. If you sum all of this up there is a component that depends on the path you take after the distance D: xw + xv + yv+..., and there is a component that depends on distance D and the sum of the weights of the points that you need to carry: D (v + w + ...). But the component that depends on distance D does not depend on anything else except the sum of the weights of the points you need to visit, so it is fixed, in the sense that it is the same regardless of the path you take after going distance D.
It always make sense to visit points we pass as we visit them, so the best path will start off with a single point (possibly at the edge of the set of points to be visited and possibly in the centre) and then expand this to an interval of visited points, and then expand this to visit all the points. To pre-calculate the relative costs of visiting all points outside the interval we only need to know the current position and the size of the interval, not the distance travelled so far.
So an expensive but polynomial dynamic programming approach has as the state the current position (which must be one of the points) the position of the first, if any, unvisited point to the left of the current position, and the position, if any, of the first unvisited point to the right of the current point. There are at most two points we should consider visiting next - the point to the right of the current point and the point to the left of the current point. We can work out the cost of these two alternatives by looking at pre-computed costs for states with fewer points left, and store the best result as the best possible cost from this point. We could compute these costs under the fiction that D=0 at the time we reach the current point. When we look up stored costs they are also stored under this assumption (but with D=0 at their current point, not our current point), but we know the sum of the weights of points left at that stage, so we can add to the stored cost that sum of weights times the distance between our current point and the point we are looking up costs for to compensate for this.
That gives cost O(n^3), because you are building a table with O(n^3) cells, with each cell the product of a relatively simple process. However, because it never makes sense to pass cells without visiting them, the current point must be next to one of the two points at either end of the interval, so we need consider only O(n^2) possibilities, which cuts the cost down to O(n^2). A zig-zag path such as (0, 1, -1, 2, -2, 3, -3, 4, -4...) might be the best solution for suitably bizarre weights, but it is still the case, even for instance when going from -2 to 3, that -2 to is the closest point not yet taken between the two points 3 and -3.
I have put an attempted java implementation at http://www.mcdowella.demon.co.uk/Plumber.java. The test harness checks this DP version against a (slow) almost exhaustive version for a number of randomly generated test cases of length up to and including 12. It still may not be completely bug-free, but hopefully it will fill in the details.

Minimizing weighted sum

I came across this problem quite recently.
Suppose there are n points on x-axis, x[0],x[1] .. x[n-1].
Let the weight associated with each of these points be w[0],w[1] .. w[n-1].
Starting from any point between 0 to n-1, the objective is to cover all the points such that the sum of w[i]*d[i] is minimized where d[i] is the distance covered to reach the ith point from the starting point.
Example:
Suppose the points are: 1 5 10 20 40
Suppose the weights are: 1 2 10 50 13
If I choose to start at point 10 and choose to move to point 20 then to 5 then to 40 and then finally to 1, then the weighted sum will become 10*0+50*(10)+2*(10+15)+13*(10+15+35)+1*(10+15+35+39).
I have tried to solve it using greedy approach by starting off from the point which has maximum associated weight and move to second maximum weight point and so on. But the algorithm does not work. Can someone give me pointers about the approach which must be taken to solve this problem?
There's a very important fact that leads to a polynomial time algorithm:
Since the points are located on some axis, they generate a path graph, which means that for every 3 vertices v1,v2,v3, if v2 is between v1 and v3, then the distance between v1 and v3 equals the distance between v1 and v2 plus the distance between v2 and v3. therefor if for example we start at v1, the obj. function value of a path that goes first to v2 and then to v3 will always be less than the value of the path that first goes to v3 and then back to v2 because:
value of the first path = w[2]*D(v1,v2)+W[3]*(D(v1,v2)+D(v2,v3))
value of the second path = w[3]*D(v1,v3)+W[2]*((v1,v3)+D(v3,v2)) = w[3]*D(v1,v2)+w[3]*D(v2,v3)+w[2]*(D(v1,v2)+2*D(v3,v2))
If we subtract the first path value from the second, we are left with w[2]*2*D(v3,v2) which is equal to or greater than 0 unless you consider negative weights.
All this means that if we are located at a certain point, there are always only 2 options we should consider: going to closest unvisited point on the left or the closest unvisited point on the right.
This is very significant as it leaves us with 2^n possible paths rather than n! possible paths (like in the Travelling Salesman Problem).
Solving the TSP/minimum weight hamiltonian path on path graphs can be done in polynomial time using dynamic programming, you should apply the exact same method but modify the way you calculated the objective function.
Since you don't know the starting vertex, you'll have to run this algorithm n time, each time starting from a different vertex, which means the running time will be multiplied by n.
Maybe you should elaborate what you mean that the algorithm "does not work". The basic idea of the greedy approach that you described seems feasible for me. Do you mean that the greedy approach will not necessarily find the optimal solution? As it was pointed out in the comments, this might be an NP-complete problem - although, to be sure, one would have to analyze it further: Some dynamic programming, and maybe some prefix sums for the distance computations could lead to a polynomial time solution as well.
I quickly implemented the greedy solution in Java (hopefully I understood everything correctly...)
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collections;
import java.util.Comparator;
import java.util.List;
public class MinWeightSum
{
public static void main(String[] args)
{
double x[] = { 1, 5, 10, 20, 40 };
double w[] = { 1, 2, 10, 50, 13 };
List<Integer> givenIndices = Arrays.asList(2, 3, 1, 4, 0);
Path path = createPath(x, w, givenIndices);
System.out.println("Initial result "+path.sum);
List<Integer> sortedWeightIndices =
computeSortedWeightIndices(w);
Path greedyPath = createPath(x, w, sortedWeightIndices);
System.out.println("Greedy result "+greedyPath.sum);
System.out.println("For "+sortedWeightIndices+" sum "+greedyPath.sum);
}
private static Path createPath(
double x[], double w[], List<Integer> indices)
{
Path path = new Path(x, w);
for (Integer i : indices)
{
path.append(i);
}
return path;
}
private static List<Integer> computeSortedWeightIndices(final double w[])
{
List<Integer> indices = new ArrayList<Integer>();
for (int i=0; i<w.length; i++)
{
indices.add(i);
}
Collections.sort(indices, new Comparator<Integer>()
{
#Override
public int compare(Integer i0, Integer i1)
{
return Double.compare(w[i1], w[i0]);
}
});
return indices;
}
static class Path
{
double x[];
double w[];
int prevIndex = -1;
double distance;
double sum;
Path(double x[], double w[])
{
this.x = x;
this.w = w;
}
void append(int index)
{
if (prevIndex != -1)
{
distance += Math.abs(x[prevIndex]-x[index]);
}
sum += w[index] * distance;
prevIndex = index;
}
}
}
The sequence of indices that you described in the example yields the solution
For [2, 3, 1, 4, 0] sum 1429.0
The greedy approach that you described gives
For [3, 4, 2, 1, 0] sum 929.0
The best solution is
For [3, 2, 4, 1, 0] sum 849.0
which I found by checking all permutations of indices (This is not feasible for larger n, of course)
Suppose you are part way through a solution and have traveled for distance D so far. If you go a further distance x and see a point with weight w it costs you (D + x)w. If you go a further distance y and see a point with weight v it costs you (D + x + y)v.. If you sum all of this up there is a component that depends on the path you take after the distance D: xw + xv + yv+..., and there is a component that depends on distance D and the sum of the weights of the points that you need to carry: D (v + w + ...). But the component that depends on distance D does not depend on anything else except the sum of the weights of the points you need to visit, so it is fixed, in the sense that it is the same regardless of the path you take after going distance D.
It always make sense to visit points we pass as we visit them, so the best path will start off with a single point (possibly at the edge of the set of points to be visited and possibly in the centre) and then expand this to an interval of visited points, and then expand this to visit all the points. To pre-calculate the relative costs of visiting all points outside the interval we only need to know the current position and the size of the interval, not the distance travelled so far.
So an expensive but polynomial dynamic programming approach has as the state the current position (which must be one of the points) the position of the first, if any, unvisited point to the left of the current position, and the position, if any, of the first unvisited point to the right of the current point. There are at most two points we should consider visiting next - the point to the right of the current point and the point to the left of the current point. We can work out the cost of these two alternatives by looking at pre-computed costs for states with fewer points left, and store the best result as the best possible cost from this point. We could compute these costs under the fiction that D=0 at the time we reach the current point. When we look up stored costs they are also stored under this assumption (but with D=0 at their current point, not our current point), but we know the sum of the weights of points left at that stage, so we can add to the stored cost that sum of weights times the distance between our current point and the point we are looking up costs for to compensate for this.
That gives cost O(n^3), because you are building a table with O(n^3) cells, with each cell the product of a relatively simple process. However, because it never makes sense to pass cells without visiting them, the current point must be next to one of the two points at either end of the interval, so we need consider only O(n^2) possibilities, which cuts the cost down to O(n^2). A zig-zag path such as (0, 1, -1, 2, -2, 3, -3, 4, -4...) might be the best solution for suitably bizarre weights, but it is still the case, even for instance when going from -2 to 3, that -2 to is the closest point not yet taken between the two points 3 and -3.
I have put an attempted java implementation at http://www.mcdowella.demon.co.uk/Plumber.java. The test harness checks this DP version against a (slow) almost exhaustive version for a number of randomly generated test cases of length up to and including 12. It still may not be completely bug-free, but hopefully it will fill in the details.

How to generate a number in arbitrary range using random()={0..1} preserving uniformness and density?

Generate a random number in range [x..y] where x and y are any arbitrary floating point numbers. Use function random(), which returns a random floating point number in range [0..1] from P uniformly distributed numbers (call it "density"). Uniform distribution must be preserved and P must be scaled as well.
I think, there is no easy solution for such problem. To simplify it a bit, I ask you how to generate a number in interval [-0.5 .. 0.5], then in [0 .. 2], then in [-2 .. 0], preserving uniformness and density? Thus, for [0 .. 2] it must generate a random number from P*2 uniformly distributed numbers.
The obvious simple solution random() * (x - y) + y will generate not all possible numbers because of the lower density for all abs(x-y)>1.0 cases. Many possible values will be missed. Remember, that random() returns only a number from P possible numbers. Then, if you multiply such number by Q, it will give you only one of P possible values, scaled by Q, but you have to scale density P by Q as well.
If I understand you problem well, I will provide you a solution: but I would exclude 1, from the range.
N = numbers_in_your_random // [0, 0.2, 0.4, 0.6, 0.8] will be 5
// This turns your random number generator to return integer values between [0..N[;
function randomInt()
{
return random()*N;
}
// This turns the integer random number generator to return arbitrary
// integer
function getRandomInt(maxValue)
{
if (maxValue < N)
{
return randomInt() % maxValue;
}
else
{
baseValue = randomInt();
bRate = maxValue DIV N;
bMod = maxValue % N;
if (baseValue < bMod)
{
bRate++;
}
return N*getRandomInt(bRate) + baseValue;
}
}
// This will return random number in range [lower, upper[ with the same density as random()
function extendedRandom(lower, upper)
{
diff = upper - lower;
ndiff = diff * N;
baseValue = getRandomInt(ndiff);
baseValue/=N;
return lower + baseValue;
}
If you really want to generate all possible floating point numbers in a given range with uniform numeric density, you need to take into account the floating point format. For each possible value of your binary exponent, you have a different numeric density of codes. A direct generation method will need to deal with this explicitly, and an indirect generation method will still need to take it into account. I will develop a direct method; for the sake of simplicity, the following refers exclusively to IEEE 754 single-precision (32-bit) floating point numbers.
The most difficult case is any interval that includes zero. In that case, to produce an exactly even distribution, you will need to handle every exponent down to the lowest, plus denormalized numbers. As a special case, you will need to split zero into two cases, +0 and -0.
In addition, if you are paying such close attention to the result, you will need to make sure that you are using a good pseudorandom number generator with a large enough state space that you can expect it to hit every value with near-uniform probability. This disqualifies the C/Unix rand() and possibly the*rand48() library functions; you should use something like the Mersenne Twister instead.
The key is to dissect the target interval into subintervals, each of which is covered by different combination of binary exponent and sign: within each subinterval, floating point codes are uniformly distributed.
The first step is to select the appropriate subinterval, with probability proportional to its size. If the interval contains 0, or otherwise covers a large dynamic range, this may potentially require a number of random bits up to the full range of the available exponent.
In particular, for a 32-bit IEEE-754 number, there are 256 possible exponent values. Each exponent governs a range which is half the size of the next greater exponent, except for the denormalized case, which is the same size as the smallest normal exponent region. Zero can be considered the smallest denormalized number; as mentioned above, if the target interval straddles zero, the probability of each of +0 and -0 should perhaps be cut in half, to avoid doubling its weight.
If the subinterval chosen covers the entire region governed by a particular exponent, all that is necessary is to fill the mantissa with random bits (23 bits, for 32-bit IEEE-754 floats). However, if the subinterval does not cover the entire region, you will need to generate a random mantissa that covers only that subinterval.
The simplest way to handle both the initial and secondary random steps may be to round the target interval out to include the entirety of all exponent regions partially covered, then reject and retry numbers that fall outside it. This allows the exponent to be generated with simple power-of-2 probabilities (e.g., by counting the number of leading zeroes in your random bitstream), as well as providing a simple and accurate way of generating a mantissa that covers only part of an exponent interval. (This is also a good way of handling the +/-0 special case.)
As another special case: to avoid inefficient generation for target intervals which are much smaller than the exponent regions they reside in, the "obvious simple" solution will in fact generate fairly uniform numbers for such intervals. If you want exactly uniform distributions, you can generate the sub-interval mantissa by using only enough random bits to cover that sub-interval, while still using the aforementioned rejection method to eliminate values outside the target interval.
well, [0..1] * 2 == [0..2] (still uniform)
[0..1] - 0.5 == [-0.5..0.5] etc.
I wonder where have you experienced such an interview?
Update: well, if we want to start caring about losing precision on multiplication (which is weird, because somehow you did not care about that in the original task, and pretend we care about "number of values", we can start iterating. In order to do that, we need one more function, which would return uniformly distributed random values in [0..1) — which can be done by dropping the 1.0 value would it ever appear. After that, we can slice the whole range in equal parts small enough to not care about losing precision, choose one randomly (we have enough randomness to do that), and choose a number in this bucket using [0..1) function for all parts but the last one.
Or, you can come up with a way to code enough values to care about—and just generate random bits for this code, in which case you don't really care whether it's [0..1] or just {0, 1}.
Let me rephrase your question:
Let random() be a random number generator with a discrete uniform distribution over [0,1). Let D be the number of possible values returned by random(), each of which is precisely 1/D greater than the previous. Create a random number generator rand(L, U) with a discrete uniform distribution over [L, U) such that each possible value is precisely 1/D greater than the previous.
--
A couple quick notes.
The problem in this form, and as you phrased it is unsolvable. That
is, if N = 1 there is nothing we can do.
I don't require that 0.0 be one of the possible values for random(). If it is not, then it is possible that the solution below will fail when U - L < 1 / D. I'm not particularly worried about that case.
I use all half-open ranges because it makes the analysis simpler. Using your closed ranges would be simple, but tedious.
Finally, the good stuff. The key insight here is that the density can be maintained by independently selecting the whole and fractional parts of the result.
First, note that given random() it is trivial to create randomBit(). That is,
randomBit() { return random() >= 0.5; }
Then, if we want to select one of {0, 1, 2, ..., 2^N - 1} uniformly at random, that is simple using randomBit(), just generate each of the bits. Call this random2(N).
Using random2() we can select one of {0, 1, 2, ..., N - 1}:
randomInt(N) { while ((val = random2(ceil(log2(N)))) >= N); return val; }
Now, if D is known, then the problem is trivial as we can reduce it to simply choosing one of floor((U - L) * D) values uniformly at random and we can do that with randomInt().
So, let's assume that D is not known. Now, let's first make a function to generate random values in the range [0, 2^N) with the proper density. This is simple.
rand2D(N) { return random2(N) + random(); }
rand2D() is where we require that the difference between consecutive possible values for random() be precisely 1/D. If not, the possible values here would not have uniform density.
Next, we need a function that selects a value in the range [0, V) with the proper density. This is similar to randomInt() above.
randD(V) { while ((val = rand2D(ceil(log2(V)))) >= V); return val; }
And finally...
rand(L, U) { return L + randD(U - L); }
We now may have offset the discrete positions if L / D is not an integer, but that is unimportant.
--
A last note, you may have noticed that several of these functions may never terminate. That is essentially a requirement. For example, random() may have only a single bit of randomness. If I then ask you to select from one of three values, you cannot do so uniformly at random with a function that is guaranteed to terminate.
Consider this approach:
I'm assuming the base random number generator in the range [0..1]
generates among the numbers
0, 1/(p-1), 2/(p-1), ..., (p-2)/(p-1), (p-1)/(p-1)
If the target interval length is less than or equal to 1,
return random()*(y-x) + x.
Else, map each number r from the base RNG to an interval in the
target range:
[r*(p-1)*(y-x)/p, (r+1/(p-1))*(p-1)*(y-x)/p]
(i.e. for each of the P numbers assign one of P intervals with length (y-x)/p)
Then recursively generate another random number in that interval and
add it to the interval begin.
Pseudocode:
const p;
function rand(x, y)
r = random()
if y-x <= 1
return x + r*(y-x)
else
low = r*(p-1)*(y-x)/p
high = low + (y-x)/p
return x + low + rand(low, high)
In real math: the solution is just the provided:
return random() * (upper - lower) + lower
The problem is that, even when you have floating point numbers, only have a certain resolution. So what you can do is apply above function and add another random() value scaled to the missing part.
If I make a practical example it becomes clear what I mean:
E.g. take random() return value from 0..1 with 2 digits accuracy, ie 0.XY, and lower with 100 and upper with 1100.
So with above algorithm you get as result 0.XY * (1100-100) + 100 = XY0.0 + 100.
You will never see 201 as result, as the final digit has to be 0.
Solution here would be to generate again a random value and add it *10, so you have accuracy of one digit (here you have to take care that you dont exceed your given range, which can happen, in this case you have to discard the result and generate a new number).
Maybe you have to repeat it, how often depends on how many places the random() function delivers and how much you expect in your final result.
In a standard IEEE format has a limited precision (i.e. double 53 bits). So when you generate a number this way, you never need to generate more than one additional number.
But you have to be careful that when you add the new number, you dont exceed your given upper limit. There are multiple solutions to it: First if you exceed your limit, you start from new, generating a new number (dont cut off or similar, as this changes the distribution).
Second possibility is to check the the intervall size of the missing lower bit range, and
find the middle value, and generate an appropiate value, that guarantees that the result will fit.
You have to consider the amount of entropy that comes from each call to your RNG. Here is some C# code I just wrote that demonstrates how you can accumulate entropy from low-entropy source(s) and end up with a high-entropy random value.
using System;
using System.Collections.Generic;
using System.Security.Cryptography;
namespace SO_8019589
{
class LowEntropyRandom
{
public readonly double EffectiveEntropyBits;
public readonly int PossibleOutcomeCount;
private readonly double interval;
private readonly Random random = new Random();
public LowEntropyRandom(int possibleOutcomeCount)
{
PossibleOutcomeCount = possibleOutcomeCount;
EffectiveEntropyBits = Math.Log(PossibleOutcomeCount, 2);
interval = 1.0 / PossibleOutcomeCount;
}
public LowEntropyRandom(int possibleOutcomeCount, int seed)
: this(possibleOutcomeCount)
{
random = new Random(seed);
}
public int Next()
{
return random.Next(PossibleOutcomeCount);
}
public double NextDouble()
{
return interval * Next();
}
}
class EntropyAccumulator
{
private List<byte> currentEntropy = new List<byte>();
public double CurrentEntropyBits { get; private set; }
public void Clear()
{
currentEntropy.Clear();
CurrentEntropyBits = 0;
}
public void Add(byte[] entropy, double effectiveBits)
{
currentEntropy.AddRange(entropy);
CurrentEntropyBits += effectiveBits;
}
public byte[] GetBytes(int count)
{
using (var hasher = new SHA512Managed())
{
count = Math.Min(count, hasher.HashSize / 8);
var bytes = new byte[count];
var hash = hasher.ComputeHash(currentEntropy.ToArray());
Array.Copy(hash, bytes, count);
return bytes;
}
}
public byte[] GetPackagedEntropy()
{
// Returns a compact byte array that represents almost all of the entropy.
return GetBytes((int)(CurrentEntropyBits / 8));
}
public double GetDouble()
{
// returns a uniformly distributed number on [0-1)
return (double)BitConverter.ToUInt64(GetBytes(8), 0) / ((double)UInt64.MaxValue + 1);
}
public double GetInt(int maxValue)
{
// returns a uniformly distributed integer on [0-maxValue)
return (int)(maxValue * GetDouble());
}
}
class Program
{
static void Main(string[] args)
{
var random = new LowEntropyRandom(2); // this only provides 1 bit of entropy per call
var desiredEntropyBits = 64; // enough for a double
while (true)
{
var adder = new EntropyAccumulator();
while (adder.CurrentEntropyBits < desiredEntropyBits)
{
adder.Add(BitConverter.GetBytes(random.Next()), random.EffectiveEntropyBits);
}
Console.WriteLine(adder.GetDouble());
Console.ReadLine();
}
}
}
}
Since I'm using a 512-bit hash function, that is the max amount of entropy that you can get out of the EntropyAccumulator. This could be fixed, if necessarily.
If I understand your problem correctly, it's that rand() generates finely spaced but ultimately discrete random numbers. And if we multiply it by (y-x) which is large, this spreads these finely spaced floating point values out in a way that is missing many of the floating point values in the range [x,y]. Is that all right?
If so, I think we have a solution already given by Dialecticus. Let me explain why he is right.
First, we know how to generate a random float and then add another floating point value to it. This may produce a round off error due to addition, but it will be in the last decimal place only. Use doubles or something with finer numerical resolution if you want better precision. So, with that caveat, the problem is no harder than finding a random float in the range [0,y-x] with uniform density. Let's say y-x = z. Obviously, since z is a floating point it may not be an integer. We handle the problem in two steps: first we generate the random digits to the left of the decimal point and then generate the random digits to the right of it. Doing both uniformly means their sum is uniformly distributed across the range [0,z] too. Let w be the largest integer <= z. To answer our simplified problem, we can first pick a random integer from the range {0,1,...,w}. Then, step #2 is to add a random float from the unit interval to this random number. This isn't multiplied by any possibly large values, so it has as fine a resolution as the numerical type can have. (Assuming you're using an ideal random floating point number generator.)
So what about the corner case where the random integer was the largest one (i.e. w) and the random float we added to it was larger than z - w so that the random number exceeds the allowed maximum? The answer is simple: do all of it again and check the new result. Repeat until you get a digit in the allowed range. It's an easy proof that a uniformly generated random number which is tossed out and generated again if it's outside an allowed range results in a uniformly generated random in the allowed range. Once you make this key observation, you see that Dialecticus met all your criteria.
When you generate a random number with random(), you get a floating point number between 0 and 1 having an unknown precision (or density, you name it).
And when you multiply it with a number (NUM), you lose this precision, by lg(NUM) (10-based logarithm). So if you multiply by 1000 (NUM=1000), you lose the last 3 digits (lg(1000) = 3).
You may correct this by adding a smaller random number to the original, which has this missing 3 digits. But you don't know the precision, so you can't determine where are they exactly.
I can imagine two scenarios:
(X = range start, Y = range end)
1: you define the precision (PREC, eg. 20 digits, so PREC=20), and consider it enough to generate a random number, so the expression will be:
( random() * (Y-X) + X ) + ( random() / 10 ^ (PREC-trunc(lg(Y-X))) )
with numbers: (X = 500, Y = 1500, PREC = 20)
( random() * (1500-500) + 500 ) + ( random() / 10 ^ (20-trunc(lg(1000))) )
( random() * 1000 + 500 ) + ( random() / 10 ^ (17) )
There are some problems with this:
2 phase random generation (how much will it be random?)
the first random returns 1 -> result can be out of range
2: guess the precision by random numbers
you define some tries (eg. 4) to calculate the precision by generating random numbers and count the precision every time:
- 0.4663164 -> PREC=7
- 0.2581916 -> PREC=7
- 0.9147385 -> PREC=7
- 0.129141 -> PREC=6 -> 7, correcting by the average of the other tries
That's my idea.

Does a range of integers contain at least one perfect square?

Given two integers a and b, is there an efficient way to test whether there is another integer n such that a ≤ n2 < b?
I do not need to know n, only whether at least one such n exists or not, so I hope to avoid computing square roots of any numbers in the interval.
Although testing whether an individual integer is a perfect square is faster than computing the square root, the range may be large and I would also prefer to avoid performing this test for every number within the range.
Examples:
intervalContainsSquare(2, 3) => false
intervalContainsSquare(5, 9) => false (note: 9 is outside this interval)
intervalContainsSquare(9, 9) => false (this interval is empty)
intervalContainsSquare(4, 9) => true (4 is inside this interval)
intervalContainsSquare(5, 16) => true (9 is inside this interval)
intervalContainsSquare(1, 10) => true (1, 4 and 9 are all inside this interval)
Computing whether or not a number is a square isn't really faster than computing its square root in hard cases, as far as I know. What is true is that you can do a precomputation to know that it isn't a square, which might save you time on average.
Likewise for this problem, you can do a precomputation to determine that sqrt(b)-sqrt(a) >= 1, which then means that a and b are far enough apart that there must be a square between them. With some algebra, this inequality is equivalent to the condition that (b-a-1)^2 >= 4*a, or if you want it in a more symmetric form, that (a-b)^2+1 >= 2*(a+b). So this precomputation can be done with no square roots, only with one integer product and some additions and subtractions.
If a and b are almost exactly the same, then you can still use the trick of looking at low order binary digits as a precomputation to know that there isn't a square between them. But they have to be so close together that this precomputation might not be worth it.
If these precomputations are inconclusive, then I can't think of anything other than everyone else's solution, a <= ceil(sqrt(a))^2 < b.
Since there was a question of doing the algebra right:
sqrt(b)-sqrt(a) >= 1
sqrt(b) >= 1+sqrt(a)
b >= 1+2*sqrt(a)+a
b-a-1 >= 2*sqrt(a)
(b-a-1)^2 >= 4*a
Also: Generally when a is a large number, you would compute sqrt(a) with Newton's method, or with a lookup table followed by a few Newton's method steps. It is faster in principle to compute ceil(sqrt(a)) than sqrt(a), because the floating point arithmetic can be simplified to integer arithmetic, and because you don't need as many Newton's method steps to nail down high precision that you're just going to throw away. But in practice, a numerical library function can be much faster if it uses square roots implemented in microcode. If for whatever reason you don't have that microcode to help you, then it might be worth it to hand-code ceil(sqrt(a)). Maybe the most interesting case would be if a and b are unbounded integers (like, a thousand digits). But for ordinary-sized integers on an ordinary non-obsolete computer, you can't beat the FPU.
Get the square root of the lower number. If this is an integer then you are done.
Otherwise round up and square the number. If this is less than b then it is true.
You only need to compute one square root this way.
In order to avoid a problem of when a is equal to b, you should check that first. As this case is always false.
If you will accept calculating two square roots, because of its monotonicity you have this inequality which is equivalent to your starting one:
sqrt(a) <= n < sqrt(b)
thus, if floor(sqrt(a)) != floor(sqrt(b)), floor(sqrt(b)) - 1 is guaranteed to be such an n.
get the square root of the lower number and round it up
get the square root of the higher number and round it down
if 1 is lower or equal 2, there will be a perfect square
Find the integral part of sqrt(a) and sqrt(b), say sa and sb.
If sa2 = a, then output yes.
If sb2 = b and sa = sb-1, then output no.
If sa < sb output yes.
Else output no.
You can optimize the above to get rid of the computation of sqrt(b) (similar to JDunkerly's answer).
Or did you want to avoid computing square roots of a and b too?
You can avoid computing square roots completely by using a method similar to binary search.
You start with a guess for n, n = 1 and compute n2
Consider if a <= n < b, you can stop.
If n < a < b, you double your guess n.
if a < b < n, you make it close to average of current + previous guess.
This will be O(logb) time.
In addition to JDunkerley's nice solution (+1), there could be a possible improvement that needs to be tested and uses integer square roots to calculate integer square roots
Why are you hoping to avoid square roots entirely? Even before you get to the most efficient way of solving this, you have seen methods that call for only 2 square roots. That's done in O(1) time, so it seems to me that any improvement you could hope to make would take more time to think about than it would EVER save you computing time. Am I wrong?
One way is to use Newton's method to find the integer square root for b. Then you can check if that number falls in the range. I doubt that it is faster than simply calling the square root function, but it is certainly more interesting:
int main( int argc, char* argv[] )
{
int a, b;
double xk=0, xk1;
int root;
int iter=0;
a = atoi( argv[1] );
b = atoi( argv[2] );
xk1 = b / 32 + 1; // +1 to ensure > 0
xk1 = b;
while( fabs( xk1 - xk ) >= .5 ) {
xk = xk1;
xk1 = ( xk + b / xk ) / 2.;
printf( "%d) xk = %f\n", ++iter, xk1 );
}
root = (int)xk1;
// If b is a perfect square, then this finds that root, so it also
// needs to check if (n-1)^2 falls in the range.
// And this does a lot more multiplications than it needs
if ( root*root >= a && root*root < b ||
(root-1)*(root-1) >= a && (root-1)*(root-1) < b )
printf( "Contains perfect square\n" );
else
printf( "Does not contain perfect square\n" );
return 1;
}

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